Russell/Mellon And To Publish VAR Indices


New York--Russell/Mellon Analytical Services and will produce value-at-risk measures for investment managers and plan sponsors on 18 indices provided by Russell/Mellon and the nine universes they support.

The risk measures, set to first publish in the third quarter of 2000, will give institutional investors benchmarks with which to compare their managers’ actual risk. The risk universe analysis will provide quartile ranking and the range of risk within style.

The VaR numbers will be

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: